The Journal of Portfolio Management

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Asset Allocation and Private Market Investing
Junying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong Wong

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82; DOI: https://doi.org/10.3905/jpm.2021.1.211
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Forecasting Long-Horizon Volatility for Strategic Asset Allocation
Mirko Cardinale, Narayan Y. Naik and Varun Sharma

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212
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Managing Portfolio Volatility
Michael Stamos and Thomas Zimmerer

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 99-109; DOI: https://doi.org/10.3905/jpm.2021.1.207
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Expected Surplus Growth Compared with Mean–Variance Optimization
Jarrod Wilcox and Stephen Satchell

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 145-159; DOI: https://doi.org/10.3905/jpm.2021.1.209
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Deep Value
Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 11-40; DOI: https://doi.org/10.3905/jpm.2021.1.215
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Optimal Allocation to Time-Series and Cross-Sectional Momentum
Olivier Schmid and Patrick Wirth

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213
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Tactical Asset Allocation with the Relative Total Return CAPE
Rolando F. Peláez

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 180-191; DOI: https://doi.org/10.3905/jpm.2021.1.206
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Climate Change and Asset Allocation: A Distinction That Makes a Difference
Brian Jacobsen, Eddie Cheng and Wai Lee

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 123-134; DOI: https://doi.org/10.3905/jpm.2021.1.218
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Turning Tail Risks into Tailwinds
Jérôme Gava, Francisco Guevara and Julien Turc

The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 41-70; DOI: https://doi.org/10.3905/jpm.2021.1.205
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Modelling the Shiller CAPE Ratio, Mean Reversion, and Return Forecasts
Otto Waser

The Journal of Portfolio Management February 2021, 47 (3) 155-171; DOI: https://doi.org/10.3905/jpm.2021.1.210

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